+88.3%
CNC vs URA
+380.3%
-292.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -4.9% | +5.7% | -10.6% | -5.6% |
| 30D | -3.8% | +5.6% | -9.4% | -4.7% |
| 3M | -3.2% | +6.2% | -9.5% | -4.5% |
| 6M | +47.9% | -8.2% | +56.1% | +47.7% |
| YTD | +55.7% | +9.7% | +46.0% | +49.8% |
| 1Y | +106.2% | +17.0% | +89.3% | +94.3% |
| 3Y | -2.1% | +118.5% | -120.5% | -21.8% |
| 5Y | +3.4% | +134.3% | -130.9% | -22.9% |
| All | +88.3% | +380.3% | -292.0% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling